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=== Answer 1 === | === Answer 1 === | ||
| − | + | Hint: | |
| + | : X and Y are independent iff <math>f_{XY}(x,y)= f_{X}(x)f_{Y}(y)</math> | ||
| + | : <math>f_{X}(x)= \int_{-\infty}^{\infty} f_{XY}(x,y)dy</math> | ||
| + | : When integrating w.r.t. y, x can be viewed as a constant and thus you can pull the term associated with x outside the integral. | ||
| + | : Try to reformulate the integrand to a Gaussian pdf with a coefficient. | ||
| + | : Use the property that the integration of Gaussian pdf equals 1. | ||
| + | |||
=== Answer 2 === | === Answer 2 === | ||
Write it here. | Write it here. | ||
Revision as of 11:15, 26 March 2013
Contents
Practice Problem: Determine if X and Y are independent
Two continuous random variables X and Y have the following joint probability density function:
$ f_{XY} (x,y) = C e^{\frac{-(4 x^2+ 9 y^2)}{2}}, $
where C is an appropriately chosen constant. Are X and Y independent? Answer yes/no and give a mathematical proof of your answer.
You will receive feedback from your instructor and TA directly on this page. Other students are welcome to comment/discuss/point out mistakes/ask questions too!
Answer 1
Hint:
- X and Y are independent iff $ f_{XY}(x,y)= f_{X}(x)f_{Y}(y) $
- $ f_{X}(x)= \int_{-\infty}^{\infty} f_{XY}(x,y)dy $
- When integrating w.r.t. y, x can be viewed as a constant and thus you can pull the term associated with x outside the integral.
- Try to reformulate the integrand to a Gaussian pdf with a coefficient.
- Use the property that the integration of Gaussian pdf equals 1.
Answer 2
Write it here.
Answer 3
Write it here.
